I want to get the addons "PHOTO", "RSS", "TV", and "WEATHER" and I'm not sure I'm doing it right. I started by trying to get the "WEATHER" addon and I'm not having any luck. I could use some hand holding here.

What you're showing is that you have already updated to the latest beta.
Now you need to install the widgets.

To install the widgets you need to:
Download the latest widget skin file from: www.rainlendar.net/download/b110/Shadow4-Widgets.r2skin-addon
Assuming that you're using WinXP, you need to double click on the .r2skin-addon file. If a dialog appears showing that the addon is installed then go forward, else, go to the user folder ( C:\Documents and Settings\[yourname]\.rainlendar2 or check here www.rainlendar.net/cms/index.php?option=com_easyfaq&Itemid=26#faq1 ) and open the shadow4.r2skin file with WinRAR or WinZip and add all the files from the Shadow4-Widgets.r2skin-addon file.
Or try running "C:\Program Files\Rainlendar2\Rainlendar2.exe -i Shadow4-Widgets.r2skin-addon" (or with --install).

After doing that, try again to see if the available skins is updated.

NOTE: If you are doing all from scratch, copy the Shadow4.r2skin file from Program Files/skin to the Documents and Settings\...\.rainlendar2 folder. You need to do this once, and then only update this file.